Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f1d42de7-2e3f-47ed-b2d4-f26adeb037a6/
WAFD
WaFd, Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.810
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 10.7
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
3.6%
💰
High Yield
Div 3.6%
🚀
Momentum Leaders
12-1 25%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 21%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.22
V
Value Analysis
Cheapness relative to fundamentals
78.0%ile
P/E
10.7×
P/S
1.9×
P/B
0.9×
E/P
0.0939
FCF Yield
0.057
EBITDA/EV
0.060
SH Yield
0.036
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
23.00000000
/100 — 1=cheapest
VC2 (Trending Value)
18.00000000
/100
VC3 (Buyback)
18.00000000
/100
P/E of 10.7x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
32.0%ile
ROE
0.085
ROA
0.009
Net Margin
0.183
Op Margin
0.234
GPA
0.027
D/E
8.25
Current
0.04
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.088
Earn Growth
0.101
Stability
0.099
lower=better
Accruals
0.000
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 8.25 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
73.0%ile
6M Return
12.4%
12M Return
26.4%
12-1 Mom
25.4%
Risk-Adj
1.22
Vol 252d
20.8%
Vol 60d
45.3%
↑ Expanding
Max DD 12M
-11.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 25% is very strong — a clear uptrend. Near-term vol (45%) is expanding vs long-term (21%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.81
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
41.3%
Sector Quality %ile
11.6%
P/E z-score
-0.16
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (78th value) with strong momentum (73th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (45%) significantly exceeds 252-day (21%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.1% avg (7 factors)
Quality
D
31.6% avg (8 factors)
Momentum
C
59.6% avg (4 factors)
Risk
A
82.0% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.810 | —1 | — | |
| Value %ile | 0.780 | —1 | — | |
| Quality %ile | 0.320 | —0 | — | |
| Momentum %ile | 0.730 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.208 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.65
Earnings Yield (E/P)
0.0939
Price / Sales
1.95
Price / Book
0.90
Price / Cash Flow
10.53
FCF Yield
5.7%
EBITDA / EV
6.0%
Sales Yield (1/P·S)
0.2692
Shareholder Yield
Div + net buyback / mktcap
3.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.5%
Return on Assets
0.9%
Net Margin
18.3%
Operating Margin
23.4%
Gross Profit / Assets
Novy-Marx GPA
2.7%
Debt / Equity
8.25
Current Ratio
0.04
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.000
MomentumPrice trend strength over different horizons
6M Return
12.4%
12M Return
26.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
25.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.22
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-8.8%
Earnings Growth (YoY)
10.1%
Earnings Stability (CV)
Lower = more stable
0.099
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
3.6%
Buyback Yield
0.0%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
23
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
18
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
18
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity